Cointegration in partial systems and the efficiency of single-equation analysis (Q1193515): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0304-4076(92)90019-n / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2060210686 / rank | |||
Normal rank | |||
Latest revision as of 11:38, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration in partial systems and the efficiency of single-equation analysis |
scientific article |
Statements
Cointegration in partial systems and the efficiency of single-equation analysis (English)
0 references
27 September 1992
0 references
partial maximum likelihood estimator
0 references
VAR model
0 references
cointegration relations
0 references
partially modelled system
0 references
weak exogeneity
0 references
0 references
